After the introduction of the recurrence plots (RP) [1]}, [2]}, [3]}, few other measures of complexity [4]}, [5]}, [6]}, [7]} have been introduced. All of these measures were found to be more effective even than the Lyapunov exponent for the determination of the divergence behavior of dynamical systems. In RP, various structures provide different information regarding the nature of phase space. Diagonal lines describe parallel movements, while trapping situation/ laminar states are described by vertical/horizontal lines. Presence of only diagonal lines with equal/unequal time span indicates periodicity/quasi-periodicity of the phase space. Chaotic regime can be understood from rectangular like structure consists of diagonal lines with some isolated points and vertical lines. All of these basic features of the phase space can be characterized by Recurrence period density (RPD). The idea of RPD is based on recurrent time between the recurrent points. Shannon entropy of recurrence times is called Recurrence plot density entropy (RPDE) [8]}, which is found to be very effective to calculate the degree of complexity of the phase space. However, a multiscale approach [9]}, [10]}, [11]}, [12]}, [13]}, [14]} of the RPDE has not been explored so far, which is expected to reflect the dynamical characteristics of complex systems more accurately.
